Citation analysis for CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo

Citation Profile [Updated: 2024-06-03 11:54:30]

5 Years H Index

Impact Factor (IF)

0.2

5 Years IF

0.18

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1997	0	0.28	0.03	0	37	37	33	1	1	0		0			0	1	0.03	0.15
1998	0.05	0.32	0.04	0.05	46	83	38	3	4	37	2	37	2		0	1	0.02	0.18
1999	0.06	0.39	0.1	0.06	30	113	80	8	15	83	5	83	5	1	12.5	2	0.07	0.26
2000	0.08	0.54	0.14	0.08	32	145	84	16	35	76	6	113	9	10	62.5	5	0.16	0.25
2001	0.26	0.49	0.16	0.14	44	189	164	27	65	62	16	145	20	16	59.3	7	0.16	0.28
2002	0.28	0.54	0.19	0.16	45	234	81	43	110	76	21	189	31	18	41.9	7	0.16	0.31
2003	0.22	0.53	0.21	0.18	67	301	269	58	172	89	20	197	35	22	37.9	11	0.16	0.3
2004	0.33	0.6	0.21	0.29	57	358	146	72	247	112	37	218	63	11	15.3	5	0.09	0.36
2005	0.41	0.6	0.24	0.27	80	438	411	106	353	124	51	245	67	22	20.8	18	0.23	0.37
2006	0.36	0.59	0.2	0.25	67	505	276	103	456	137	49	293	74	16	15.5	12	0.18	0.34
2007	0.42	0.52	0.26	0.31	76	581	236	147	606	147	62	316	97	32	21.8	14	0.18	0.3
2008	0.27	0.59	0.24	0.33	70	651	133	153	759	143	39	347	113	26	17	7	0.1	0.29
2009	0.22	0.58	0.29	0.21	98	749	508	216	979	146	32	350	75	55	25.5	95	0.97	0.33
2010	0.6	0.52	0.36	0.39	76	825	438	299	1280	168	100	391	154	85	28.4	38	0.5	0.3
2011	0.46	0.61	0.26	0.29	49	874	114	226	1508	174	80	387	114	26	11.5	9	0.18	0.37
2012	0.61	0.68	0.36	0.47	41	915	87	331	1839	125	76	369	172	33	10	12	0.29	0.36
2013	0.39	0.67	0.31	0.41	40	955	107	296	2135	90	35	334	137	34	11.5	15	0.38	0.35
2014	0.47	0.67	0.28	0.4	39	994	98	274	2409	81	38	304	122	15	5.5	11	0.28	0.34
2015	0.52	0.66	0.27	0.39	48	1042	124	277	2686	79	41	245	95	43	15.5	19	0.4	0.36
2016	0.38	0.65	0.19	0.23	38	1080	53	204	2890	87	33	217	49	18	8.8	5	0.13	0.35
2017	0.43	0.62	0.17	0.25	45	1125	53	195	3085	86	37	206	52	26	13.3	13	0.29	0.35
2018	0.23	0.61	0.15	0.23	26	1151	57	176	3262	83	19	210	48	12	6.8	1	0.04	0.34
2019	0.41	0.62	0.18	0.29	29	1180	59	215	3477	71	29	196	56	29	13.5	14	0.48	0.36
2020	0.38	0.71	0.12	0.23	22	1202	55	140	3618	55	21	186	43	13	9.3	8	0.36	0.76
2021	0.47	0.97	0.15	0.31	24	1226	13	179	3797	51	24	160	49	23	12.8	4	0.17	0.4
2022	0.59	0.72	0.13	0.32	26	1252	15	157	3954	46	27	146	47	18	11.5	4	0.15	0.23
2023	0.2	0.63	0.07	0.18	13	1265	0	87	4041	50	10	127	23	4	4.6	1	0.08	0.21

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	81
2	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	74
3	2009	Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf638. Full description at Econpapers \|\| Download paper	61
4	2005	Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers \|\| Download paper	60
5	2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers \|\| Download paper	51
6	2009	Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2009cf621. Full description at Econpapers \|\| Download paper	49
7	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers \|\| Download paper	49
8	2005	The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Ueda, Kazuo ; Oda, Nobuyuki. In: CIRJE F-Series. RePEc:tky:fseres:2005cf336. Full description at Econpapers \|\| Download paper	44
9	2006	Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through. (2006). Ito, Takatoshi ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2006cf406. Full description at Econpapers \|\| Download paper	43
10	2006	Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers \|\| Download paper	41
11	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	39
12	2018	Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078. Full description at Econpapers \|\| Download paper	39
13		Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261. Full description at Econpapers \|\| Download paper	34
14	2009	Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613. Full description at Econpapers \|\| Download paper	33
15	2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers \|\| Download paper	33
16	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	31
17	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers \|\| Download paper	31
18	2010	IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers \|\| Download paper	30
19	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	30
20	2014	Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers \|\| Download paper	30
21	2013	The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894. Full description at Econpapers \|\| Download paper	29
22	2018	Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090. Full description at Econpapers \|\| Download paper	29
23	2001	A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? . (2001). Fukuda, Shin-ichi ; Onodera, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf101. Full description at Econpapers \|\| Download paper	29
24	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers \|\| Download paper	29
25	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers \|\| Download paper	28
26	2007	The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie. In: CIRJE F-Series. RePEc:tky:fseres:2007cf460. Full description at Econpapers \|\| Download paper	28
27	2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper	27
28	2001	Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers \|\| Download paper	27
29	2005	Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry. (2005). Yokoyama, Kazuki ; SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2005cf355. Full description at Econpapers \|\| Download paper	27
30	2003	The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). Kletzer, Kenneth ; Dekle, Robert. In: CIRJE F-Series. RePEc:tky:fseres:2003cf225. Full description at Econpapers \|\| Download paper	26
31	2008	On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers \|\| Download paper	26
32	2006	Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers \|\| Download paper	26
33	1999	Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers \|\| Download paper	26
34		Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639. Full description at Econpapers \|\| Download paper	25
35	2005	The Bank of Japans Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management. (2005). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf375. Full description at Econpapers \|\| Download paper	24
36	2012	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers \|\| Download paper	24
37	2005	Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers \|\| Download paper	24
38	2005	The 2005 Lawrence R. Klein Lecture: Emergent Class Structure. (2005). Matsuyama, Kiminori. In: CIRJE F-Series. RePEc:tky:fseres:2005cf383. Full description at Econpapers \|\| Download paper	24
39	2001	Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107. Full description at Econpapers \|\| Download paper	23
40	2009	A Note on Construction of Multiple Swap Curves with and without Collateral. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf630. Full description at Econpapers \|\| Download paper	23
41	2010	Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf778. Full description at Econpapers \|\| Download paper	23
42	2015	Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers \|\| Download paper	23
43	2014	Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers \|\| Download paper	23
44	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	22
45	2006	Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf430. Full description at Econpapers \|\| Download paper	21
46	2009	A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf698. Full description at Econpapers \|\| Download paper	21
47	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper	21
48	2010	Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf781. Full description at Econpapers \|\| Download paper	20
49	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640. Full description at Econpapers \|\| Download paper	20
50	2017	Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038. Full description at Econpapers \|\| Download paper	20

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2018	Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078. Full description at Econpapers \|\| Download paper	15
2	2002	Innovation and Growth: A Schumpeterian Model of Innovation. (2002). Khan, Haider. In: CIRJE F-Series. RePEc:tky:fseres:2002cf150. Full description at Econpapers \|\| Download paper	11
3	2020	Interest Rate Model With Investor Attitude and Text Mining. (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1152. Full description at Econpapers \|\| Download paper	10
4	2020	Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146. Full description at Econpapers \|\| Download paper	9
5	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	8
6	2014	Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers \|\| Download paper	8
7	2005	Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers \|\| Download paper	8
8	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	6
9	2018	Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090. Full description at Econpapers \|\| Download paper	6
10	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers \|\| Download paper	6
11	2019	Stochastic Differential Game in High Frequency Market. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1114. Full description at Econpapers \|\| Download paper	5
12	2009	Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607. Full description at Econpapers \|\| Download paper	4
13	2012	A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei . In: CIRJE F-Series. RePEc:tky:fseres:2012cf833. Full description at Econpapers \|\| Download paper	4
14	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (0000). Nakano, Masafumi ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037. Full description at Econpapers \|\| Download paper	4
15	2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1133. Full description at Econpapers \|\| Download paper	4
16	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037. Full description at Econpapers \|\| Download paper	4
17	2022	A Technology-Gap Model of Premature Deindustrialization. (2022). Matsuyama, Kiminori ; Fujiwara, Ippei. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1190. Full description at Econpapers \|\| Download paper	4
18	2022	Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative Populations. (2022). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1201. Full description at Econpapers \|\| Download paper	4
19	2001	Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers \|\| Download paper	4
20	2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper	4
21	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	4
22	2017	Robust Technical Trading with Fuzzy Knowledge-based Systems. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1053. Full description at Econpapers \|\| Download paper	3
23	2020	A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition . (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1144. Full description at Econpapers \|\| Download paper	3
24	2022	Multi-agent Robust Optimal Investment Problem in Incomplete Market. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1198. Full description at Econpapers \|\| Download paper	3
25	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	3
26	2015	The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985. Full description at Econpapers \|\| Download paper	3
27	2017	Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038. Full description at Econpapers \|\| Download paper	3
28	2006	Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers \|\| Download paper	3
29	2015	Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers \|\| Download paper	3
30	1999	Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers \|\| Download paper	3
31	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	3
32	2013	An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model. (2013). Takahashi, Akihiko ; Yamada, Toshihiro ; Kato, Takashi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf873. Full description at Econpapers \|\| Download paper	3
33	2014	Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers \|\| Download paper	3
34	2020	Online Learning During School Closure Due to COVID-19. (2020). Yamaguchi, Shintaro ; Ikeda, Masato. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1157. Full description at Econpapers \|\| Download paper	3
35	2019	Inflation Target and Anchor of Inflation Forecasts in Japan. (2019). Soma, Naoto ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1108. Full description at Econpapers \|\| Download paper	3
36	2010	New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme. (2010). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf728. Full description at Econpapers \|\| Download paper	2
37	2007	Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model. (2007). Omori, Yasuhiro. In: CIRJE F-Series. RePEc:tky:fseres:2007cf481. Full description at Econpapers \|\| Download paper	2
38	2020	A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1156. Full description at Econpapers \|\| Download paper	2
39	2011	Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japans Lost Decades?. (2011). Fukuda, Shin-ichi ; Yamada, Junji . In: CIRJE F-Series. RePEc:tky:fseres:2011cf819. Full description at Econpapers \|\| Download paper	2
40	2017	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069. Full description at Econpapers \|\| Download paper	2
41	2020	Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1145. Full description at Econpapers \|\| Download paper	2
42	2017	The Impacts of Emerging Asia on Global Financial Markets. (2017). Tanaka, Mariko ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1050. Full description at Econpapers \|\| Download paper	2
43	2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. Full description at Econpapers \|\| Download paper	2
44	2000	Choice of Pension Discount Rate in Financial Accounting adn Stock Prices. (2000). Obinata, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2000cf82. Full description at Econpapers \|\| Download paper	2
45	2015	Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990. Full description at Econpapers \|\| Download paper	2
46	2021	Intergenerational Assimilation of Minorities: The Role of the Majority Group. (2021). Zenou, Yves ; Sato, Yasuhiro ; Itoh, Ryo. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1181. Full description at Econpapers \|\| Download paper	2
47	2011	Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2011cf802. Full description at Econpapers \|\| Download paper	2
48	2018	Functional Forms for Tractable Economic Models and the Cost Structure of International Trade. (2018). Weyl, Glen E ; Fabinger, Michal . In: CIRJE F-Series. RePEc:tky:fseres:2018cf1092. Full description at Econpapers \|\| Download paper	2
49	2006	The Shift from Belt Conveyor Line to Work-cell Based Assembly Systems to Cope with Increasing Demand Variation and Fluctuation in The Japanese Electronics Industries. (2006). Miyake, Dario Ikuo . In: CIRJE F-Series. RePEc:tky:fseres:2006cf397. Full description at Econpapers \|\| Download paper	2
50	2021	Portfolio Optimization with Choice of a Probability Measure. (2021). Saito, Taiga ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1165. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 10

Year	Title
2023	Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024. Full description at Econpapers \|\| Download paper
2023	Control Variate Method for Deep BSDE Solver Using Weak Approximation. (2023). Tsuchida, Yoshifumi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09374-8. Full description at Econpapers \|\| Download paper
2023	State-dependent effects of the unconventional monetary policy in stock markets. (2023). Shirota, Toyoichiro. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000348. Full description at Econpapers \|\| Download paper
2023	Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2307.00349. Full description at Econpapers \|\| Download paper
2023	Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-014e. Full description at Econpapers \|\| Download paper
2023	Corporate income tax competition and efficient tax base equalization. (2023). Ogawa, Hikaru ; Matsumoto, Mutsumi. In: Economics of Governance. RePEc:spr:ecogov:v:24:y:2023:i:1:d:10.1007_s10101-022-00288-9. Full description at Econpapers \|\| Download paper
2023	A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CARF F-Series. RePEc:cfi:fseres:cf551. Full description at Econpapers \|\| Download paper
2023	Mean-field equilibrium price formation with exponential utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2304.07108. Full description at Econpapers \|\| Download paper
2023	Mean-field equilibrium price formation with exponential utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf559. Full description at Econpapers \|\| Download paper
2023	Mean-field Equilibrium Price Formation with Exponential Utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1210. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2022

Year	Citing document
2022	Destabilizing effects of market size in the dynamics of innovation. (2022). Ushchev, Philip ; Matsuyama, Kiminori. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053122000059. Full description at Econpapers \|\| Download paper
2022	A Multi-Agent Incomplete Equilibrium Model and Its Applications to Reinsurance Pricing and Life-Cycle Investment. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1206. Full description at Econpapers \|\| Download paper
2022	Multi-Agent Model Based Proactive Risk Management For Equity Investment. (2022). Takahashi, Akihiko ; Mita, Daiya. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207. Full description at Econpapers \|\| Download paper
2022	Heterogeneous Paths of Structural Transformation. (2022). Nguyen, Duc. In: Working Papers. RePEc:tor:tecipa:tecipa-742. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521. Full description at Econpapers \|\| Download paper
2021	Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173. Full description at Econpapers \|\| Download paper
2021	A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177. Full description at Econpapers \|\| Download paper
2021	Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Price formation and optimal trading in intraday electricity markets with a major player. (2020). Tankov, Peter ; Tinsi, Laura. In: Papers. RePEc:arx:papers:2011.07655. Full description at Econpapers \|\| Download paper
2020	A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495. Full description at Econpapers \|\| Download paper
2020	Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496. Full description at Econpapers \|\| Download paper
2020	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2020). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf497. Full description at Econpapers \|\| Download paper
2020	Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902. Full description at Econpapers \|\| Download paper
2020	Impacts of the Industrial Revolution on Wages and Skills of Workers: The Silk Weaving Industry in Early Twentieth-Century Japan. (2020). Okazaki, Tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1147. Full description at Econpapers \|\| Download paper
2020	A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1156. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	27	88
2	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	24	84
3	Papers / arXiv.org	88	77
4	MPRA Paper / University Library of Munich, Germany	126	26
5	Japan and the World Economy / Elsevier	37	20
6	Asia-Pacific Financial Markets / Springer	17	14
7	Energy Economics / Elsevier	159	13
8	Econometrics and Statistics / Elsevier	12	10
9	Resources Policy / Elsevier	71	10
10	Sustainability / MDPI	65	10
11			9